ECBOT 30 Year Treasury Bond Future December 2010


Trading Metrics calculated at close of trading on 26-Aug-2010
Day Change Summary
Previous Current
25-Aug-2010 26-Aug-2010 Change Change % Previous Week
Open 134-15 133-28 -0-19 -0.4% 130-19
High 135-19 134-30 -0-21 -0.5% 133-25
Low 133-20 133-24 0-04 0.1% 130-19
Close 133-26 134-20 0-26 0.6% 132-19
Range 1-31 1-06 -0-25 -39.7% 3-06
ATR 1-10 1-10 0-00 -0.7% 0-00
Volume 157,320 278,112 120,792 76.8% 61,617
Daily Pivots for day following 26-Aug-2010
Classic Woodie Camarilla DeMark
R4 138-00 137-16 135-09
R3 136-26 136-10 134-30
R2 135-20 135-20 134-27
R1 135-04 135-04 134-23 135-12
PP 134-14 134-14 134-14 134-18
S1 133-30 133-30 134-17 134-06
S2 133-08 133-08 134-13
S3 132-02 132-24 134-10
S4 130-28 131-18 133-31
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 141-28 140-14 134-11
R3 138-22 137-08 133-15
R2 135-16 135-16 133-06
R1 134-02 134-02 132-28 134-25
PP 132-10 132-10 132-10 132-22
S1 130-28 130-28 132-10 131-19
S2 129-04 129-04 132-00
S3 125-30 127-22 131-23
S4 122-24 124-16 130-27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135-19 131-16 4-03 3.0% 1-17 1.1% 76% False False 109,639
10 135-19 129-22 5-29 4.4% 1-17 1.1% 84% False False 58,934
20 135-19 125-18 10-01 7.5% 1-10 1.0% 90% False False 30,142
40 135-19 123-27 11-24 8.7% 1-04 0.8% 92% False False 15,234
60 135-19 120-04 15-15 11.5% 0-31 0.7% 94% False False 10,190
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 140-00
2.618 138-01
1.618 136-27
1.000 136-04
0.618 135-21
HIGH 134-30
0.618 134-15
0.500 134-11
0.382 134-07
LOW 133-24
0.618 133-01
1.000 132-18
1.618 131-27
2.618 130-21
4.250 128-22
Fisher Pivots for day following 26-Aug-2010
Pivot 1 day 3 day
R1 134-17 134-15
PP 134-14 134-11
S1 134-11 134-06

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These figures are updated between 7pm and 10pm EST after a trading day.

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